+19.4%
GLD vs VRSN
+1.6%
+17.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -2.2% |
| 7D | +0.7% | -2.1% | +2.9% | +0.5% |
| 30D | +0.3% | -3.9% | +4.2% | -0.1% |
| 3M | +0.6% | -0.1% | +0.8% | +0.6% |
| 6M | -15.6% | +16.4% | -32.0% | -13.7% |
| YTD | +0.9% | +17.2% | -16.4% | +3.3% |
| 1Y | +19.4% | +1.0% | +18.4% | +21.4% |
| All | +19.4% | +1.6% | +17.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling